CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8046 |
0.8007 |
-0.0039 |
-0.5% |
0.7993 |
| High |
0.8059 |
0.8027 |
-0.0032 |
-0.4% |
0.8059 |
| Low |
0.7986 |
0.7918 |
-0.0068 |
-0.9% |
0.7918 |
| Close |
0.7993 |
0.7928 |
-0.0065 |
-0.8% |
0.7928 |
| Range |
0.0073 |
0.0109 |
0.0036 |
49.3% |
0.0141 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.1% |
0.0000 |
| Volume |
56,982 |
86,128 |
29,146 |
51.1% |
344,759 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8285 |
0.8215 |
0.7988 |
|
| R3 |
0.8176 |
0.8106 |
0.7958 |
|
| R2 |
0.8067 |
0.8067 |
0.7948 |
|
| R1 |
0.7997 |
0.7997 |
0.7938 |
0.7978 |
| PP |
0.7958 |
0.7958 |
0.7958 |
0.7948 |
| S1 |
0.7888 |
0.7888 |
0.7918 |
0.7869 |
| S2 |
0.7849 |
0.7849 |
0.7908 |
|
| S3 |
0.7740 |
0.7779 |
0.7898 |
|
| S4 |
0.7631 |
0.7670 |
0.7868 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8391 |
0.8301 |
0.8006 |
|
| R3 |
0.8250 |
0.8160 |
0.7967 |
|
| R2 |
0.8109 |
0.8109 |
0.7954 |
|
| R1 |
0.8019 |
0.8019 |
0.7941 |
0.7994 |
| PP |
0.7968 |
0.7968 |
0.7968 |
0.7956 |
| S1 |
0.7878 |
0.7878 |
0.7915 |
0.7853 |
| S2 |
0.7827 |
0.7827 |
0.7902 |
|
| S3 |
0.7686 |
0.7737 |
0.7889 |
|
| S4 |
0.7545 |
0.7596 |
0.7850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8059 |
0.7918 |
0.0141 |
1.8% |
0.0081 |
1.0% |
7% |
False |
True |
68,951 |
| 10 |
0.8070 |
0.7895 |
0.0175 |
2.2% |
0.0079 |
1.0% |
19% |
False |
False |
67,872 |
| 20 |
0.8087 |
0.7871 |
0.0216 |
2.7% |
0.0083 |
1.0% |
26% |
False |
False |
63,263 |
| 40 |
0.8463 |
0.7808 |
0.0655 |
8.3% |
0.0091 |
1.1% |
18% |
False |
False |
68,817 |
| 60 |
0.8752 |
0.7808 |
0.0944 |
11.9% |
0.0080 |
1.0% |
13% |
False |
False |
60,757 |
| 80 |
0.8912 |
0.7808 |
0.1104 |
13.9% |
0.0077 |
1.0% |
11% |
False |
False |
46,228 |
| 100 |
0.8955 |
0.7808 |
0.1147 |
14.5% |
0.0075 |
0.9% |
10% |
False |
False |
37,052 |
| 120 |
0.9145 |
0.7808 |
0.1337 |
16.9% |
0.0074 |
0.9% |
9% |
False |
False |
30,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8490 |
|
2.618 |
0.8312 |
|
1.618 |
0.8203 |
|
1.000 |
0.8136 |
|
0.618 |
0.8094 |
|
HIGH |
0.8027 |
|
0.618 |
0.7985 |
|
0.500 |
0.7973 |
|
0.382 |
0.7960 |
|
LOW |
0.7918 |
|
0.618 |
0.7851 |
|
1.000 |
0.7809 |
|
1.618 |
0.7742 |
|
2.618 |
0.7633 |
|
4.250 |
0.7455 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7973 |
0.7989 |
| PP |
0.7958 |
0.7968 |
| S1 |
0.7943 |
0.7948 |
|